feat(cli): add explicit proxy option in cli (#2526)

Co-authored-by: Dcatfly <dcatfly@gmail.com>

docs/cli/configuration.md

@@ -370,6 +370,9 @@ Arguments passed directly when running the CLI can override other configurations
   - Example: `gemini -e my-extension -e my-other-extension`
 - **`--list-extensions`** (**`-l`**):
   - Lists all available extensions and exits.
+- **`--proxy`**:
+  - Sets the proxy for the CLI.
+  - Example: `--proxy http://localhost:7890`.
 - **`--version`**:
   - Displays the version of the CLI.